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Non-autonomous Kato classes and Feynman-Kac propagators [[electronic resource] /] / Archil Gulisashvili, Jan A. van Casteren
| Non-autonomous Kato classes and Feynman-Kac propagators [[electronic resource] /] / Archil Gulisashvili, Jan A. van Casteren |
| Autore | Gulisashvili Archil |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, N.J., : World Scientific, 2006 |
| Descrizione fisica | 1 online resource (360 p.) |
| Disciplina | 530.15 |
| Altri autori (Persone) | CasterenJ. A. van |
| Soggetto topico |
Linear operators
Banach spaces Operator theory |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-91956-X
9786611919566 981-277-460-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents ; Preface ; 1. Transition Functions and Markov Processes ; 1.1 Introduction ; 1.1.1 Notation ; 1.1.2 Elements of Probability Theory ; 1.1.3 Locally Compact Spaces ; 1.1.4 Stochastic Processes ; 1.1.5 Filtrations ; 1.2 Markov Property
1.3 Transition Functions and Backward Transition Functions 1.4 Markov Processes Associated with Transition Functions ; 1.5 Space-Time Processes ; 1.6 Classes of Stochastic Processes ; 1.7 Completions of o-Algebras 1.8 Path Properties of Stochastic Processes: Separability and Progressive Measurability 1.9 Path Properties of Stochastic Processes: One-Sided Continuity and Continuity ; 1.10 Reciprocal Transition Functions and Reciprocal Processes ; 1.11 Path Properties of Reciprocal Processes 1.12 Examples of Transition Functions and Markov Processes 1.12.1 Brownian motion and Brownian bridge ; 1.12.2 Cauchy process and Cauchy bridge ; 1.12.3 Forward Kolmogorov representation of Brownian bridges ; 1.13 Notes and Comments ; 2. Propagators: General Theory 2.1 Propagators and Backward Propagators on Banach Spaces 2.2 Free Propagators and Free Backward Propagators ; 2.3 Generators of Propagators and Kolmogorov's Forward and Backward Equations ; 2.4 Howland Semigroups 2.5 Feller-Dynkin Propagators and the Continuity Properties of Markov Processes |
| Record Nr. | UNINA-9910450860203321 |
Gulisashvili Archil
|
||
| Singapore ; ; Hackensack, N.J., : World Scientific, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Non-autonomous Kato classes and Feynman-Kac propagators [[electronic resource] /] / Archil Gulisashvili, Jan A. van Casteren
| Non-autonomous Kato classes and Feynman-Kac propagators [[electronic resource] /] / Archil Gulisashvili, Jan A. van Casteren |
| Autore | Gulisashvili Archil |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, N.J., : World Scientific, 2006 |
| Descrizione fisica | 1 online resource (360 p.) |
| Disciplina | 530.15 |
| Altri autori (Persone) | CasterenJ. A. van |
| Soggetto topico |
Linear operators
Banach spaces Operator theory |
| ISBN |
1-281-91956-X
9786611919566 981-277-460-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents ; Preface ; 1. Transition Functions and Markov Processes ; 1.1 Introduction ; 1.1.1 Notation ; 1.1.2 Elements of Probability Theory ; 1.1.3 Locally Compact Spaces ; 1.1.4 Stochastic Processes ; 1.1.5 Filtrations ; 1.2 Markov Property
1.3 Transition Functions and Backward Transition Functions 1.4 Markov Processes Associated with Transition Functions ; 1.5 Space-Time Processes ; 1.6 Classes of Stochastic Processes ; 1.7 Completions of o-Algebras 1.8 Path Properties of Stochastic Processes: Separability and Progressive Measurability 1.9 Path Properties of Stochastic Processes: One-Sided Continuity and Continuity ; 1.10 Reciprocal Transition Functions and Reciprocal Processes ; 1.11 Path Properties of Reciprocal Processes 1.12 Examples of Transition Functions and Markov Processes 1.12.1 Brownian motion and Brownian bridge ; 1.12.2 Cauchy process and Cauchy bridge ; 1.12.3 Forward Kolmogorov representation of Brownian bridges ; 1.13 Notes and Comments ; 2. Propagators: General Theory 2.1 Propagators and Backward Propagators on Banach Spaces 2.2 Free Propagators and Free Backward Propagators ; 2.3 Generators of Propagators and Kolmogorov's Forward and Backward Equations ; 2.4 Howland Semigroups 2.5 Feller-Dynkin Propagators and the Continuity Properties of Markov Processes |
| Record Nr. | UNINA-9910784843003321 |
|
Gulisashvili Archil
|
||
| Singapore ; ; Hackensack, N.J., : World Scientific, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Non-autonomous Kato classes and Feynman-Kac propagators / / Archil Gulisashvili, Jan A. van Casteren
| Non-autonomous Kato classes and Feynman-Kac propagators / / Archil Gulisashvili, Jan A. van Casteren |
| Autore | Gulisashvili Archil |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Singapore ; ; Hackensack, N.J., : World Scientific, 2006 |
| Descrizione fisica | 1 online resource (360 p.) |
| Disciplina | 530.15 |
| Altri autori (Persone) | CasterenJ. A. van |
| Soggetto topico |
Linear operators
Banach spaces Operator theory |
| ISBN |
1-281-91956-X
9786611919566 981-277-460-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents ; Preface ; 1. Transition Functions and Markov Processes ; 1.1 Introduction ; 1.1.1 Notation ; 1.1.2 Elements of Probability Theory ; 1.1.3 Locally Compact Spaces ; 1.1.4 Stochastic Processes ; 1.1.5 Filtrations ; 1.2 Markov Property
1.3 Transition Functions and Backward Transition Functions 1.4 Markov Processes Associated with Transition Functions ; 1.5 Space-Time Processes ; 1.6 Classes of Stochastic Processes ; 1.7 Completions of o-Algebras 1.8 Path Properties of Stochastic Processes: Separability and Progressive Measurability 1.9 Path Properties of Stochastic Processes: One-Sided Continuity and Continuity ; 1.10 Reciprocal Transition Functions and Reciprocal Processes ; 1.11 Path Properties of Reciprocal Processes 1.12 Examples of Transition Functions and Markov Processes 1.12.1 Brownian motion and Brownian bridge ; 1.12.2 Cauchy process and Cauchy bridge ; 1.12.3 Forward Kolmogorov representation of Brownian bridges ; 1.13 Notes and Comments ; 2. Propagators: General Theory 2.1 Propagators and Backward Propagators on Banach Spaces 2.2 Free Propagators and Free Backward Propagators ; 2.3 Generators of Propagators and Kolmogorov's Forward and Backward Equations ; 2.4 Howland Semigroups 2.5 Feller-Dynkin Propagators and the Continuity Properties of Markov Processes |
| Record Nr. | UNINA-9910814857803321 |
|
Gulisashvili Archil
|
||
| Singapore ; ; Hackensack, N.J., : World Scientific, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||